We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+7.87%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$174B
AUM Growth
+$14.1B
Cap. Flow
+$3.62B
Cap. Flow %
2.08%
Top 10 Hldgs %
19.28%
Holding
4,167
New
180
Increased
2,404
Reduced
1,428
Closed
125

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$125M
2
TSLA icon
Tesla
TSLA
+$115M
3
MSFT icon
Microsoft
MSFT
+$109M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$80.1M
5
PSX icon
Phillips 66
PSX
+$74.3M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$734M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$351M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$167M
4
GLD icon
SPDR Gold Trust
GLD
+$63.6M
5
GME icon
GameStop
GME
+$59.1M

Sector Composition

Rank Sector Weight
1 Technology 20.47%
2 Financials 12.45%
3 Healthcare 11.58%
4 Consumer Discretionary 10.26%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVGO icon
51
Broadcom
AVGO
$1.82T
$580M 0.33%
12,516,950
+642,040
+5% +$29.7M
COST icon
52
Costco
COST
$415B
$567M 0.33%
1,608,990
-30,067
-2% -$10.5M
LLY icon
53
Eli Lilly
LLY
$1.07T
$564M 0.32%
3,018,466
+18,323
+0.6% +$3.58M
MDT icon
54
Medtronic
MDT
$107B
$557M 0.32%
4,717,467
+288,606
+7% +$33.8M
HON icon
55
Honeywell
HON
$77.1B
$554M 0.32%
2,706,996
+75,490
+3% +$14.7M
T icon
56
AT&T
T
$165B
$544M 0.31%
23,775,489
+136,061
+0.6% +$3.01M
DHR icon
57
Danaher
DHR
$135B
$541M 0.31%
2,709,511
+39,438
+1% +$8.01M
XOM icon
58
ExxonMobil
XOM
$651B
$526M 0.3%
9,426,273
+1,089,129
+13% +$57.1M
INTU icon
59
Intuit
INTU
$81.1B
$513M 0.29%
1,340,300
+33,288
+3% +$12.8M
C icon
60
Citigroup
C
$222B
$497M 0.29%
6,828,575
+144,430
+2% +$9.64M
SBUX icon
61
Starbucks
SBUX
$118B
$483M 0.28%
4,418,610
+174,587
+4% +$18.3M
LIN icon
62
Linde
LIN
$237B
$471M 0.27%
1,680,957
+43,488
+3% +$11.3M
MMM icon
63
3M
MMM
$89B
$439M 0.25%
2,725,250
+68,838
+3% +$10.3M
PM icon
64
Philip Morris
PM
$301B
$436M 0.25%
4,916,574
+231,945
+5% +$19.7M
GILD icon
65
Gilead Sciences
GILD
$161B
$424M 0.24%
6,558,712
+293,660
+5% +$18.9M
MS icon
66
Morgan Stanley
MS
$337B
$408M 0.23%
5,251,783
-585,772
-10% -$44.9M
CAT icon
67
Caterpillar
CAT
$409B
$405M 0.23%
1,747,903
+63,642
+4% +$13.2M
IWF icon
68
iShares Russell 1000 Growth ETF
IWF
$122B
$397M 0.23%
6,541,820
+973,764
+17% +$59.3M
BLK icon
69
Blackrock
BLK
$164B
$388M 0.22%
514,896
+23,504
+5% +$17.1M
IEFA icon
70
iShares Core MSCI EAFE ETF
IEFA
$186B
$385M 0.22%
5,350,241
-706,091
-12% -$50.5M
CVS icon
71
CVS Health
CVS
$137B
$385M 0.22%
5,119,600
-188,636
-4% -$13.7M
UPS icon
72
United Parcel Service
UPS
$97.6B
$376M 0.22%
2,209,484
+169,760
+8% +$27.5M
WFC icon
73
Wells Fargo
WFC
$261B
$375M 0.21%
9,586,305
+813,216
+9% +$28.8M
AMT icon
74
American Tower
AMT
$77.7B
$373M 0.21%
1,559,308
-10,883
-0.7% -$2.42M
SPGI icon
75
S&P Global
SPGI
$126B
$372M 0.21%
1,053,599
-1,591
-0.2% -$529K
1 2
3
4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q1 2021 Portfolio in Review

As of Q1 2021, Parametric Portfolio Associates held 4,167 positions worth $174B, up 8.8% from $160B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Parametric Portfolio Associates's Q1 2021 filing shows 180 new, 2,404 increased, 1,428 reduced and 125 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M. The largest sale was Vanguard S&P 500 ETF, an estimated $734M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2021 buy was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M.
  • Parametric Portfolio Associates added most to Amazon in Q1 2021, an estimated $125M increase.
  • Parametric Portfolio Associates's biggest Q1 2021 reduction was Vanguard S&P 500 ETF, cutting an estimated $734M.
  • Parametric Portfolio Associates fully exited Tiffany & Co. in Q1 2021, selling an estimated $55M.
  • Parametric Portfolio Associates's ten largest holdings make up 19% of its $174B portfolio in Q1 2021.
  • Parametric Portfolio Associates opened 180 new positions and closed 125 in Q1 2021.
  • Parametric Portfolio Associates's portfolio value rose 8.8% quarter-over-quarter to $174B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2021, filed 17 May 2021.